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Certainly, the issue could be the wattage or tip on the soldering iron. It could also be poor quality wire. Using Solder Flux or resin will help the solder to flow around the wire threads and stick easier - some solder has flux in the center but frequently it is not enough or is poor quality. Generally, it is a good idea to "tin" both ends before trying to attach 2 wires with solder - basically heat each wire end and get solder to flow and when both are done then put them together and solder. Actually, though, the conventional wisdom with boats is to not use solder - use crimp connections - they even make the crimp connectors (butt and male/female) with heat shrink ends to prevent water egress and some have a solder band where the solder melts when heat is applied (on these I suspect there is not enough heat for the solder to stick to the wire so I certainly wouldn't pay any extra for the solder band).

I have used a bunch of soldering irons in the past and find this one to be the best, it also comes at a price point (esp. if you don't use it alot).

If its too much $$ get a 45 watt iron it should be fine. Make sure you clean your tip and "tin" it after each use to keep it from getting coroded.

Get the most wattage you can afford now. I find a higher wattage gun is safer as you spend less time heating the components. I have no issue soldering 12 gauge, I also don't have to tin the wire or anything, just apply heat, tap solder onto wire and wait for it to melt, than make sure it is sucked into the joint and not just floating on the surface.